Random central limit theorems for linear processes with weakly dependent innovations
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Publication:457302
DOI10.1016/J.JKSS.2011.10.004zbMATH Open1296.60057OpenAlexW2018547585MaRDI QIDQ457302FDOQ457302
Authors: Eunju Hwang, Dong Wan Shin 
Publication date: 26 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2011.10.004
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Cites Work
- Asymptotics for linear processes
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
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Cited In (5)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
- Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations
- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
- Weak convergence for stationary bootstrap empirical processes of associated sequences
- Weak law of large numbers for linear processes
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